+81.5%
KTOS vs AUR
-35.7%
+117.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | -2.4% | +1.4% | -3.8% | -2.6% |
| 30D | -26.8% | -6.4% | -20.4% | -26.2% |
| 3M | -20.6% | +7.7% | -28.3% | -21.9% |
| 6M | -47.5% | +44.5% | -92.0% | -50.9% |
| YTD | -38.5% | +67.4% | -105.9% | -43.7% |
| 1Y | -31.0% | +15.4% | -46.4% | -33.7% |
| 3Y | +216.5% | +94.8% | +121.7% | +150.3% |
| 5Y | +105.7% | -35.1% | +140.8% | +51.4% |
| All | +81.5% | -35.7% | +117.2% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AUR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling